Quantile regression with aggregated data

Nicoletti, Cheti and Best, Nicky (2011) Quantile regression with aggregated data. Technical Report. ISER. (Submitted)

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Official URL: http://www.iser.essex.ac.uk/publications/working-p...

Abstract

Administrative data can contain a wealth of information for empirical research. Just to cite two examples, administrative data on schools can be used to study pupils’ educational attainments while hospital data can be useful for health research. However, access to administrative information is often restricted to aggregated data and this can lead to biased results. The estimation bias caused by using aggregated rather than individual data is known as the ecological bias. In this paper we consider for the first time this issue in the context of quantile regressions. We show how data can be aggregated to obtain unbiased estimation of quantile regressions with categorical covariates and how the bias can be reduced when researchers are interested to estimate quantile regression where some of the covariates are continuous.

Item Type:Working Paper (Technical Report)
Subjects:1. Frameworks for Research and Research Designs > 1.20 Secondary Analysis > 1.20.5 Analysis of administrative data
3. Data Quality and Data Management > 3.7 Statistical Disclosure Control
5. Quantitative Data Handling and Data Analysis > 5.2 Statistical Theory and Methods of Inference
5. Quantitative Data Handling and Data Analysis > 5.5 Regression Methods
8. Research Management and Impact > 8.2 Confidentiality and Anonymity
ID Code:1822
Deposited By: BIAS user
Deposited On:29 Jun 2011 09:28
Last Modified:29 Jun 2011 09:28

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